Function bagging_ensemble_variance

crates/openquant/src/ensemble_methods.rs:207–225

(
    single_estimator_variance: f64,
    average_correlation: f64,
    n_estimators: usize,
)

}

pub fn bagging_ensemble_variance(
    single_estimator_variance: f64,
    average_correlation: f64,
    n_estimators: usize,
) -> Result<f64, String> {
    if single_estimator_variance < 0.0 {
        return Err("single_estimator_variance must be non-negative".to_string());
    }
    if !(-1.0..=1.0).contains(&average_correlation) {
        return Err("average_correlation must be in [-1,1]".to_string());
    }
    if n_estimators == 0 {
        return Err("n_estimators must be > 0".to_string());
    }

    let n = n_estimators as f64;
    let rho = average_correlation;
    Ok(single_estimator_variance * (rho + (1.0 - rho) / n))
}

pub fn recommend_bagging_vs_boosting(
    base_estimator_accuracy: f64,